Category: Markets

02 Jul 2019

Asset Class Scoreboard: June 2019

It’s like someone put a mirror between asset classes in May and June – with most asset classes performing nearly the exact opposite side of their percentage from the month before. Low volatility continues to persist (as we had suggested at the beginning of the year) bringing in big positives across the board after the […]

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26 Jun 2019

Up is down, forwards is backwards, Alpha is Beta

The good folks over at Transtrend (the 12th largest managed futures program in our top 100 managers infographic) are out with a new research piece via the CME that throws the whole Alpha concept out the window. They agree with the classical definition of Alpha as the amount of return not explained by the chosen […]

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13 Jun 2019

Remember Bitcoin?

We’ll forgive you if you’ve deleted those files from your brain, but Bitcoin is slowly creeping back into the collective investing consciousness of late. Why? Well, more than doubling from $3,500 to $7,000 in starts to put you back in the conversation. 2019 Returns… Bitcoin $BTC: +111% REITs $VNQ: +20% Nasdaq 100 $QQQ: +18% Oil […]

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10 Jun 2019

What’s wrong with AQR (part III)

We’ve covered AQR’s eponymous managed futures product before, asking in April of 2017: What’s Wrong with AQR and again in March of 2019: What’s Wrong with AQR (Part II), because when you’re the elephant in the room, well – people want to know what if you’re playing nicely or shattering the dinnerware. And, well, when […]

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03 Jun 2019

Asset Class Scoreboard: May

And there we have it folks, the reversal we’ve all been waiting for. After 4 straight months of positive returns, every class aside from Bonds and Cash took some big hits. Managed futures came in in the middle of the pack seeing a -2.33% and Commodities are down almost 9% (no surprise there since we’ve […]

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30 May 2019

This is what Non-CORNellation looks like

It’s been raining a lot here in the Midwest this spring. Like, only 5 little league games have actually been played instead of 15 scheduled, a lot. For most of us, that means some severe weather, tornado threats, and flooding.  But for those who plant the world’s Corn and Soybean crops in the Midwest, that […]

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21 May 2019

The Chinese trade war is affecting American soybeans

Sure is tough to be an American farmer these days, with headlines like this popping up around President Trump’s ongoing trade war with the Chinese: Nowhere is this pain being felt more than in the Soybean market, which is the second largest financially important crop in the U.S., with $41 Billion with soybeans grown in […]

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01 May 2019
Markets, RCM Alternatives, Asset Class

Asset Class Scoreboard: April 2019

What do you get for 4 straight months of positive performance and an annualized rate of return of nearly 15%. Nearly run out of town, it turns out, with the hedge funds are under performing drums getting louder and louder of late as traditional stock and real estate investments soar (50% annualized returns). Case in […]

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